It was definitely a little confusing, as there seems to be many ways of exiting. From the QBasic docs in the IDE:

END: Ends a program, procedure, block, or user-defined data type. [...] If no argument is supplied, END ends the program and closes all files.

STOP: Halts a program.

SYSTEM: Closes all open files and returns control to the operating system.

You may be thinking of:

SHELL: Suspends execution of a Basic program to run a DOS command or batch file.